+489.1%
DDOG vs MOH
+77.9%
+411.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | +3.9% | +1.7% | +2.2% | +3.6% |
| 30D | -8.2% | -0.9% | -7.3% | -8.1% |
| 3M | -5.6% | +5.7% | -11.3% | -6.3% |
| 6M | +73.5% | +39.1% | +34.4% | +64.8% |
| YTD | +62.7% | +17.7% | +45.0% | +56.2% |
| 1Y | +59.0% | +8.4% | +50.6% | +54.0% |
| 3Y | +117.1% | -36.6% | +153.7% | +121.4% |
| 5Y | +61.3% | -19.1% | +80.4% | +51.7% |
| All | +489.1% | +77.9% | +411.2% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling